Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 636.627340 652.028593 667.179035 683.200149 699.656432 716.062475 733.651048
2026-02-01 616.145862 638.767241 661.321869 685.496355 710.672023 736.116555 763.776497
2026-02-08 602.177084 629.834662 657.682666 687.826325 719.537097 751.910412 787.464432
2026-02-15 590.262116 621.910794 654.037595 689.098494 726.293417 764.585087 807.000078
2026-02-22 580.365600 615.400554 651.218044 690.587284 732.661246 776.295456 824.992850
2026-03-01 571.223428 609.182212 648.236570 691.440335 737.918922 786.441466 840.962936
2026-03-08 562.324957 602.830094 644.747023 691.390586 741.874646 794.899771 854.852556
2026-03-15 555.570520 598.487219 643.140478 693.101602 747.482984 804.926561 870.254521
2026-03-22 548.123617 593.139054 640.212359 693.150685 751.077653 812.591826 882.931594
2026-03-29 542.712275 589.805774 639.287998 695.205890 756.701232 822.335403 897.777520
2026-04-05 538.393557 587.504559 639.341994 698.192925 763.224840 832.969405 913.535949
2026-04-12 533.456423 584.374639 638.352261 699.902779 768.228607 841.843272 927.284617
2026-04-19 530.060489 582.852914 639.053961 703.415737 775.181782 852.851822 943.420286
2026-04-26 526.029059 580.514811 638.753206 705.723228 780.717787 862.233433 957.711874
2026-05-03 522.302202 578.412801 638.621808 708.133334 786.296202 871.611220 971.972823
2026-05-10 518.011208 575.581298 637.587639 709.447851 790.573463 879.479057 984.501153
2026-05-17 514.075603 573.059968 636.819931 710.986321 795.038983 887.512750 997.193247
2026-05-24 509.866829 570.146550 635.534883 711.867843 798.699159 894.591794 1008.774610
2026-05-31 505.195319 566.627564 633.491221 711.816433 801.235805 900.348351 1018.814588
2026-06-07 501.917261 564.622101 633.097763 713.584568 805.798821 908.378592 1031.450025
2026-06-14 497.627588 561.394893 631.253546 713.635290 808.344377 914.066602 1041.368489
2026-06-21 494.848719 559.837478 631.259735 715.759128 813.233179 922.418183 1054.363438
2026-06-28 492.806638 559.077085 632.134888 718.845962 819.206618 932.008494 1068.809500